It is possible to make a horn from brick and stone, but I wouldn't want to try to make an Imperial, or any other type of folded horn. With these materials you are looking at a slightly bigger project with a real horn, not folded. Steve made one in his basement, somewhere on Decware.com, the other I have seen is here.
http://www.royaldevice.com/custom.htmIt's a really big page, you have to scroll down for the good stuff.
Of course you don't have to build this big, but the shape of the horn is much more reasonable considering your choice of material.